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Jump test - PowerPoint PPT Presentation


STREAMFLOW CHARACTERISTICS OF EUROPEAN PART OF TURKEY

STREAMFLOW CHARACTERISTICS OF EUROPEAN PART OF TURKEY

BALWOIS Conference Ohrid, FY Republic of Macedonia May 25-29, 2004. STREAMFLOW CHARACTERISTICS OF EUROPEAN PART OF TURKEY. Istanbul Technical University Department of Civil Engineering Hydraulics Division Maslak 34469 Istanbul, Turkey Phone : +90 212 2856577 Fax : +90 212 2856587

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221 views • 19 slides



Economics 201FS: Volatility and Jumps

Economics 201FS: Volatility and Jumps

Economics 201FS: Volatility and Jumps. Grace Shuting Wei Spring 2011 20 April 2011. Investigating volatility during jumps. Previously BNS test Ait-Sahalia and Jacod (2008) This week Regression of test statistics from Ait-Sahalia and Jacod Direction of jumps.

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244 views • 10 slides


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